The equity premium in consumption and production models

DOI10.1017/S1365100511000708zbMATH Open1246.91076MaRDI QIDQ2907912FDOQ2907912

Authors: Levent Akdeniz, W. Davis Dechert 

Publication date: 4 September 2012

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Consumer behavior, demand theory (91B42) Special types of economic markets (including Cournot, Bertrand) (91B54)

Cites Work

• On optimal growth under uncertainty
• Asset Prices in an Exchange Economy
• The equity premium in Brock's asset pricing model

Cited In (5)

• Production and consumption credit in a continuous-time model of the circuit of capital
• Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances.
• Equilibrium variance risk premium in a cost-free production economy
• A new methodology for studying the equity premium
• The equity premium in Brock's asset pricing model

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